+108.4%
JNJ vs MPC
+187.3%
-78.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.5% | +2.2% |
| 7D | +4.3% | -9.4% | +13.7% | +4.2% |
| 30D | +7.9% | -14.3% | +22.2% | +7.8% |
| 3M | +9.4% | +31.1% | -21.7% | +8.6% |
| 6M | +28.8% | +60.3% | -31.4% | +27.5% |
| YTD | +38.5% | +142.5% | -104.0% | +35.3% |
| 1Y | +54.6% | +104.6% | -50.0% | +51.9% |
| 3Y | +108.4% | +191.7% | -83.3% | +96.6% |
| All | +108.4% | +187.3% | -78.9% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling